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A new approach to approximating the linear quadratic optimal control law for hereditary systems with control delays

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1 Author(s)
Milman, M.H. ; California Institute of Technology, Pasadena, CA

A factorization approach is presented for deriving approximations to the optimal feedback gain for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the feedback kernels.

Published in:

Decision and Control, 1985 24th IEEE Conference on

Date of Conference:

11-13 Dec. 1985